The lady vanishes - Ethel Lina White

'Miss Froy?' repeated the baroness. 'I do not know anyone who has that name.'

Exhausted after her vacation in Europe, the young socialite Iris Carr is set for a return to England. Aboard the train, Iris is glad to have the company of the elderly Miss Froy - the only other passenger she can tolerate.
But when Iris wakes up after a long rest, Miss Froy has vanished. Suspecting foul play, Iris is suspicious of the strange passengers surrounding her, most of whom cannot understand her. Those who can, however, have serious doubts that such a 'Miss Froy' ever existed...
Iris' dream vacation soon turns into a nightmare voyage back to England, forcing her to explore the unchartered territories of both her surroundings and her own mind.